+355.8%
CIEN vs ZETA
+281.0%
+74.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -4.3% |
| 7D | +15.3% | +18.1% | -2.8% | +12.2% |
| 30D | -22.0% | +13.6% | -35.6% | -23.4% |
| 3M | -36.6% | +23.7% | -60.4% | -38.8% |
| 6M | -51.5% | +128.5% | -179.9% | -58.3% |
| YTD | +20.0% | +80.1% | -60.1% | +5.8% |
| 1Y | +44.5% | +98.0% | -53.5% | +25.0% |
| 3Y | +539.0% | +348.6% | +190.5% | +344.1% |
| All | +355.8% | +281.0% | +74.8% | +202.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ZETA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling